Controllability for Stochastic Linear Evolution Equations

Abstract

This chapter is devoted to presenting some results on controllability for forward and backward stochastic linear evolution equations with possibly unbounded control operators. By the duality argument, these controllability problems can be reduced to suitable observability for the dual equations. Explicit forms of controls for the controllability problems are also provided. Finally, the controllability of some forward stochastic evolution equations are shown to be equivalent to that of suitably chosen backward stochastic evolution equations.